Title of article
Measurement, estimation and comparison of credit migration matrices
Author/Authors
Yusuf Jafry، نويسنده , , Til Schuermann، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2004
Pages
37
From page
2603
To page
2639
Keywords
Matrix norm , singular values , Credit risk , Mobility index , Risk management
Journal title
Journal of Banking and Finance
Serial Year
2004
Journal title
Journal of Banking and Finance
Record number
193656
Link To Document